+153.1%
EXPE vs ECL
+153.2%
-0.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.5% | -7.6% |
| 7D | -9.8% | -0.8% | -9.0% | -9.2% |
| 30D | -11.5% | -2.5% | -9.0% | -9.8% |
| 3M | +21.7% | +8.3% | +13.4% | +15.2% |
| 6M | +10.4% | -1.1% | +11.5% | +11.1% |
| YTD | -2.5% | +6.5% | -9.0% | -7.7% |
| 1Y | +27.3% | +2.1% | +25.3% | +24.0% |
| 3Y | +153.5% | +57.6% | +95.9% | +74.1% |
| 5Y | +91.1% | +28.1% | +63.0% | +51.0% |
| 10Y | +153.1% | +153.2% | -0.1% | +38.4% |
| All | +153.1% | +153.2% | -0.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling